This is an investigational study. Lenalidomide is FDA approved and commercially available. Lenalidomide is approved for the treatment of patients with transfusion-dependent anemia due to low- or intermediate-1-risk myelodysplastic syndromes associated with the chromosome 5 abnormality with or without other chromosome abnormalities. Lenalidomide is also approved in combination with dexamethasone for the treatment of patients with multiple myeloma that have received at least one prior therapy. Its use in this study is investigational. Darbepoetin alfa is approved by FDA for treatment of low red blood cell in patients with cancer and kidney disease. The use of these drugs together is considered to be investigational. Up to 39 patients will take part in this study. All will be enrolled at M. D. Anderson.